Methodology for Determining the Acceptability of Given Designs in Uncertain Environments

J.P.C. Kleijnen, H. Pierreval, J. Zhang

Research output: Working paperDiscussion paperOther research output

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Abstract

Managers wish to verify that a particular engineering design meets their require- ments. This design's future environment will differ from the environment assumed during the design. Therefore it is crucial to determine which variations in the envi- ronment may make this design unacceptable. The proposed methodology estimates which uncertain environmental parameters are important (so managers can become pro-active) and which parameter combinations (scenarios) make the design unac- ceptable. The methodology combines simulation, bootstrapping, and metamodeling. The methodology is illustrated through a simulated manufacturing system, includ- ing fourteen uncertain parameters of the input distributions for the various arrival and service times. These parameters are investigated through sixteen scenarios, selected through a two-level fractional-factorial design. The resulting simulation In- put/Output (I/O) data are analyzed through a first-order polynomial metamodel and bootstrapping. A second experiment gives some outputs that are indeed un- acceptable. Polynomials fitted to the I/O data estimate the border line (frontier) between acceptable and unacceptable environments.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages25
Volume2009-3
Publication statusPublished - 2009

Publication series

NameCentER Discussion Paper
Volume2009-3

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Managers
Polynomials
Experiments

Keywords

  • Uncertainty modeling
  • Risk analysis
  • Robustness and sensitivity analysis
  • Simulation
  • Bootstrap

Cite this

Kleijnen, J. P. C., Pierreval, H., & Zhang, J. (2009). Methodology for Determining the Acceptability of Given Designs in Uncertain Environments. (CentER Discussion Paper; Vol. 2009-3). Tilburg: Operations research.
Kleijnen, J.P.C. ; Pierreval, H. ; Zhang, J. / Methodology for Determining the Acceptability of Given Designs in Uncertain Environments. Tilburg : Operations research, 2009. (CentER Discussion Paper).
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abstract = "Managers wish to verify that a particular engineering design meets their require- ments. This design's future environment will differ from the environment assumed during the design. Therefore it is crucial to determine which variations in the envi- ronment may make this design unacceptable. The proposed methodology estimates which uncertain environmental parameters are important (so managers can become pro-active) and which parameter combinations (scenarios) make the design unac- ceptable. The methodology combines simulation, bootstrapping, and metamodeling. The methodology is illustrated through a simulated manufacturing system, includ- ing fourteen uncertain parameters of the input distributions for the various arrival and service times. These parameters are investigated through sixteen scenarios, selected through a two-level fractional-factorial design. The resulting simulation In- put/Output (I/O) data are analyzed through a first-order polynomial metamodel and bootstrapping. A second experiment gives some outputs that are indeed un- acceptable. Polynomials fitted to the I/O data estimate the border line (frontier) between acceptable and unacceptable environments.",
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Kleijnen, JPC, Pierreval, H & Zhang, J 2009 'Methodology for Determining the Acceptability of Given Designs in Uncertain Environments' CentER Discussion Paper, vol. 2009-3, Operations research, Tilburg.

Methodology for Determining the Acceptability of Given Designs in Uncertain Environments. / Kleijnen, J.P.C.; Pierreval, H.; Zhang, J.

Tilburg : Operations research, 2009. (CentER Discussion Paper; Vol. 2009-3).

Research output: Working paperDiscussion paperOther research output

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AU - Pierreval, H.

AU - Zhang, J.

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AB - Managers wish to verify that a particular engineering design meets their require- ments. This design's future environment will differ from the environment assumed during the design. Therefore it is crucial to determine which variations in the envi- ronment may make this design unacceptable. The proposed methodology estimates which uncertain environmental parameters are important (so managers can become pro-active) and which parameter combinations (scenarios) make the design unac- ceptable. The methodology combines simulation, bootstrapping, and metamodeling. The methodology is illustrated through a simulated manufacturing system, includ- ing fourteen uncertain parameters of the input distributions for the various arrival and service times. These parameters are investigated through sixteen scenarios, selected through a two-level fractional-factorial design. The resulting simulation In- put/Output (I/O) data are analyzed through a first-order polynomial metamodel and bootstrapping. A second experiment gives some outputs that are indeed un- acceptable. Polynomials fitted to the I/O data estimate the border line (frontier) between acceptable and unacceptable environments.

KW - Uncertainty modeling

KW - Risk analysis

KW - Robustness and sensitivity analysis

KW - Simulation

KW - Bootstrap

M3 - Discussion paper

VL - 2009-3

T3 - CentER Discussion Paper

BT - Methodology for Determining the Acceptability of Given Designs in Uncertain Environments

PB - Operations research

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ER -

Kleijnen JPC, Pierreval H, Zhang J. Methodology for Determining the Acceptability of Given Designs in Uncertain Environments. Tilburg: Operations research. 2009. (CentER Discussion Paper).